共 50 条
- [21] Indirect inference for locally stationary ARMA processes with stable innovations[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (17) : 3106 - 3134Chou-Chen, Shu WeiMorettin, Pedro A.
- [22] Improved estimation for the autocovariances of a Gaussian stationary process[J]. STATISTICS, 2007, 41 (04) : 269 - 277Taniguchi, MasanobuShiraishi, HiroshiOgata, Hiroaki
- [23] Computation of the Distribution of the Maximum of Stationary Gaussian Processes[J]. METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2013, 15 (04) : 969 - 985Azais, Jean-MarcGenz, Alan
- [24] Computation of the Distribution of the Maximum of Stationary Gaussian Processes[J]. Methodology and Computing in Applied Probability, 2013, 15 : 969 - 985Jean-Marc AzaïsAlan Genz
- [25] A DIRECT DETERMINATION OF ARMA ALGORITHMS FOR THE SIMULATION OF STATIONARY RANDOM-PROCESSES[J]. INTERNATIONAL JOURNAL OF NON-LINEAR MECHANICS, 1990, 25 (05) : 555 - 568MIGNOLET, MPSPANOS, PD
- [26] THE CONVERGENCE RATE OF SAMPLE AUTOCORRELATION AND AUTOCOVARiANCES FOR STATIONARY TIME SERIES[J]. Science Bulletin, 1987, (20) : 1432 - 1434黄大威
- [27] THE COMPUTATION OF THE DEBIT OF A STATIONARY CHANNEL AND OF THE VELOCITY WITH WHICH COMMUNICATION IS CREATED FOR STATIONARY RANDOM PROCESSES[J]. DOKLADY AKADEMII NAUK SSSR, 1956, 111 (04): : 753 - 756PINSKER, MS
- [28] SIMULATION OF STATIONARY RANDOM-PROCESSES - 2-STAGE MA TO ARMA APPROACH[J]. JOURNAL OF ENGINEERING MECHANICS-ASCE, 1990, 116 (03): : 620 - 641SPANOS, PDMIGNOLET, MP
- [30] Kullback-Leibler and Renyi divergence rate for Gaussian stationary ARMA processes comparison[J]. DIGITAL SIGNAL PROCESSING, 2021, 116Grivel, EricDiversi, RobertoMerchan, Fernando